PCA Index Dashboard Examples#
This script was last run at 2024-03-20 10:57:21.221609+00:00 (UTC)
In US/Central Time, this is 2024-03-20 05:57:21.221609-05:00
| High Yield Index OAS | 10Y-2Y Spread | VIX | CP - Treasury Spread, 3m | NASDAQ Ret (transformed) | 10-Year Treasury (transformed) | |
|---|---|---|---|---|---|---|
| DATE | ||||||
| 1997-01-02 | -0.897271 | -0.475306 | 0.085849 | -0.008141 | 0.545533 | 0.254613 |
| 1997-01-03 | -0.885562 | -0.475306 | -0.155948 | 0.007373 | 0.745108 | 0.205455 |
| 1997-01-06 | -0.881659 | -0.475306 | -0.064523 | -0.015898 | 0.777985 | 0.269397 |
| 1997-01-07 | -0.881659 | -0.454481 | -0.129483 | -0.046927 | 0.837610 | 0.383009 |
| 1997-01-08 | -0.893368 | -0.454481 | -0.022418 | -0.085713 | 0.785646 | 0.496230 |
| ... | ... | ... | ... | ... | ... | ... |
| 2024-03-13 | -0.862144 | -1.506122 | -0.803148 | 1.760495 | 1.064896 | 0.153920 |
| 2024-03-14 | -0.862144 | -1.474885 | -0.724955 | 1.760495 | 0.887826 | 0.499606 |
| 2024-03-15 | -0.858241 | -1.495710 | -0.723752 | 1.690680 | 0.831841 | 0.578892 |
| 2024-03-18 | -0.869950 | -1.474885 | -0.733376 | 1.651894 | 0.714554 | 0.682757 |
| 2024-03-19 | -0.869950 | -1.464473 | -0.733376 | 1.651894 | 0.709498 | 0.682757 |
7190 rows × 6 columns
pc1
DATE
1997-01-02 -0.578220
1997-01-03 -0.684382
1997-01-06 -0.667282
1997-01-07 -0.703664
1997-01-08 -0.673329
...
2024-03-13 -1.611232
2024-03-14 -1.594038
2024-03-15 -1.582199
2024-03-18 -1.565379
2024-03-19 -1.561434
Name: PC1, Length: 7190, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
fig = px.line(pc1)
fig.show()